-4.9%
EQT vs FIVE
+63.3%
-68.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.7% | -9.9% | -3.0% |
| 7D | -6.6% | +7.5% | -14.1% | -6.4% |
| 30D | +2.7% | +16.7% | -14.0% | +3.0% |
| 3M | -0.2% | +13.4% | -13.5% | -0.1% |
| 6M | -10.6% | +9.0% | -19.6% | -10.2% |
| YTD | -1.2% | +33.8% | -34.9% | -4.2% |
| 1Y | -4.9% | +61.2% | -66.0% | -10.6% |
| All | -4.9% | +63.3% | -68.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling